+84.2%
JNJ vs ELAN
-30.9%
+115.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.4% |
| 7D | -3.5% | -5.4% | +1.9% | -3.3% |
| 30D | +2.3% | +4.7% | -2.4% | +2.1% |
| 3M | +12.0% | -3.7% | +15.6% | +12.1% |
| 6M | +10.5% | -1.2% | +11.7% | +10.2% |
| YTD | +30.4% | +2.4% | +28.0% | +29.9% |
| 1Y | +52.1% | +23.4% | +28.8% | +50.2% |
| 3Y | +77.8% | +96.7% | -18.9% | +70.2% |
| All | +84.2% | -30.9% | +115.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling